Intermediate- and extreme-sum processes
Let X1,n[less-than-or-equals, slant]...[less-than-or-equals, slant]Xn,n be the order statistics of n independent random variables with a common distribution function F and let kn be positive numbers such that kn --> [infinity] and . With suitable centering and norming, we investigate the weak convergence of the intermediate-sum process [summation operator]i=[left ceiling]akn[right ceiling]+1[left ceiling]tkn[right ceiling]Xn+1-i,n, a [less-than-or-equals, slant] t [less-than-or-equals, slant] b, where 0 < a < b < [infinity], and the weak convergence of the extreme-sum process [summation operator]i=1[left ceiling]tkn[right ceiling]Xn+1-i,n, 0 [less-than-or-equals, slant] t [less-than-or-equals, slant] b. Convergence is with respect to the supremum norm and can take place along a subsequence of the positive integers {n}.
Year of publication: |
1992
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Authors: | Csörgo, Sándor ; Mason, David M. |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 40.1992, 1, p. 55-67
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Publisher: |
Elsevier |
Keywords: | order statistics intermediate-sum processes extreme-sum processes weak convergence extreme-value domain attraction |
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